+6.0%
CLSK vs UL
+18.7%
-12.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.6% |
| 7D | +7.7% | -3.4% | +11.1% | +9.0% |
| 30D | +12.2% | +0.5% | +11.7% | +11.8% |
| 3M | -15.5% | +7.2% | -22.7% | -19.0% |
| 6M | +39.3% | -3.1% | +42.4% | +39.5% |
| YTD | +35.1% | -2.7% | +37.8% | +34.0% |
| 1Y | +34.0% | -10.2% | +44.3% | +37.9% |
| 3Y | +226.3% | +20.3% | +206.0% | +165.5% |
| All | +6.0% | +18.7% | -12.7% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling